Quantitative Finance and Stochastic Volatility with Their Numerical Models

Dear Colleagues,

This Special Issue focuses on the broad topic of “Quantitative Finance and Stochastic Volatility with Their Numerical Models” and includes novel research on the emerging challenges that are specific to quantitative finance and stochastic volatility with their numerical models. The papers should be original and reflect the current international context, especially as a result of the pandemic context, in terms of inclusive, resilient, and innovative businesses and industry, with a particular emphasis on quantitative finance and stochastic volatility with their numerical models. Furthermore, the papers should be focused on quantitative finance and stochastic volatility with their numerical models while addressing the challenges and changes that have recently occurred in economic and financial areas as a result of the struggle to support the inclusion and the use of sustainability assessment instruments and methods meant to ensure performance and excellence at a global level.

Theoretical and empirical articles on the topic of quantitative finance and stochastic volatility with their numerical models, with a particular emphasis on sustainability assessment instruments and methods, are welcome.

Contributions focusing on, but not limited to, the implications of quantitative finance and stochastic volatility with their numerical models, recent advances in business and industry, sustainability assessment instruments and methods, inclusive and innovative businesses, sustainability and sustainable economic development and growth, new trends in challenging times (today’s pandemic context) and the path to performance and excellence, entrepreneurship, small and medium-sized enterprises, successful business process management, and quality management are encouraged.

We are interested in conceptual, theoretical, methodological, empirical, and systematic review studies.

Prof. Dr. Cristina Raluca Gh. Popescu
Guest Editor

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